AQR Managed Futures Strategy HV N (QMHNX)
7.88
+0.04
(+0.51%)
USD |
Mar 27 2023
Key Stats
| Expense Ratio | Total Assets Under Management | Dividend Yield | Turnover Ratio |
|---|---|---|---|
| 1.91% | 148.60M | 9.34% | 0.00% |
| 1 Year Fund Level Flows | 1 Year Total Returns (Daily) | Annualized All Time Total Returns (Daily) | Max Drawdown (All) |
| 72.46M | 5.72% | Upgrade | Upgrade |
Basic Info
| Investment Strategy | |
| The investment seeks positive absolute returns. The adviser allocates the fund's assets among four major asset classes (commodities, currencies, fixed income and equities). It gains exposure to asset classes by investing in more than 100 futures contracts, futures-related instruments, forwards and swaps, including, but not limited to, commodity futures, forwards and swaps; currencies, currency futures and forwards; equities, equity index futures, equity swaps and volatility futures; bond futures and swaps; interest rate futures and swaps and credit default index swaps. The fund is non-diversified. |
| General | |
| Security Type | Mutual Fund |
| Oldest Share Symbol | QMHIX |
| Equity Style | Mid Cap/Blend |
| Fixed Income Style | -- |
| Broad Asset Class | Alternative |
| Broad Category | Alternative |
| Category Name | Systematic Trend |
| Category Index | Credit Suisse Mgd Futures Liquid TR USD |
| Global Category Name | Alternative Miscellaneous |
| YCharts Categorization | Other |
| YCharts Benchmark | S&P 500 Total Return (^SPXTR) |
| Prospectus Objective | Growth and Income |
| Fund Owner Firm Name | AQR Funds |
| Prospectus Benchmark Index | |
| ICE BofA US 3M Trsy Bill TR USD | 100.0% |
| Broad Asset Class Benchmark Index | |
| ^MSACWINTR | 100.0% |
| Manager Tenure | |
| Clifford Asness | 9.63 yrs |
| John Liew | 9.63 yrs |
| Yao Ooi | 9.63 yrs |
| Ashwin Thapar | 1.16 yrs |
| Erik Stamelos | 1.16 yrs |
| Jordan Brooks | 1.00 yrs |
Net Fund Flows Versus Category
1 Month
% Rank:
--
--
Category Low
--
Category High
1 Year
% Rank:
59
72.46M
-61.85M
Category Low
1.850B
Category High
3 Months
% Rank:
--
--
Category Low
--
Category High
3 Years
% Rank:
--
--
Category Low
--
Category High
6 Months
% Rank:
--
--
Category Low
--
Category High
5 Years
% Rank:
--
--
Category Low
--
Category High
YTD
% Rank:
--
--
Category Low
--
Category High
10 Years
% Rank:
--
--
Category Low
--
Category High
As of February 28, 2023
Risk
Performance Versus Category
As of March 27, 2023. Returns for periods of 1 year and above are annualized.
Annual Total Returns Versus Peers
As of March 27, 2023.
Asset Allocation
Top 10 Holdings
| Name | % Weight | Price | % Change |
|---|---|---|---|
|
Ubs Relationship Fds
|
18.64% | -- | -- |
|
Limited Purpose Cash Investment
|
14.13% | -- | -- |
|
United States Treasury Bills 0%
|
8.45% | -- | -- |
|
United States Treasury Bills 0%
|
7.30% | -- | -- |
|
United States Treasury Bills 0%
|
4.94% | -- | -- |
|
United States Treasury Bills 0%
|
4.80% | -- | -- |
|
United States Treasury Bills 0%
|
4.22% | -- | -- |
|
United States Treasury Bills 0%
|
3.63% | -- | -- |
|
United States Treasury Bills 0%
|
3.36% | -- | -- |
|
United States Treasury Bills 0%
|
2.87% | -- | -- |
Basic Info
| Investment Strategy | |
| The investment seeks positive absolute returns. The adviser allocates the fund's assets among four major asset classes (commodities, currencies, fixed income and equities). It gains exposure to asset classes by investing in more than 100 futures contracts, futures-related instruments, forwards and swaps, including, but not limited to, commodity futures, forwards and swaps; currencies, currency futures and forwards; equities, equity index futures, equity swaps and volatility futures; bond futures and swaps; interest rate futures and swaps and credit default index swaps. The fund is non-diversified. |
| General | |
| Security Type | Mutual Fund |
| Oldest Share Symbol | QMHIX |
| Equity Style | Mid Cap/Blend |
| Fixed Income Style | -- |
| Broad Asset Class | Alternative |
| Broad Category | Alternative |
| Category Name | Systematic Trend |
| Category Index | Credit Suisse Mgd Futures Liquid TR USD |
| Global Category Name | Alternative Miscellaneous |
| YCharts Categorization | Other |
| YCharts Benchmark | S&P 500 Total Return (^SPXTR) |
| Prospectus Objective | Growth and Income |
| Fund Owner Firm Name | AQR Funds |
| Prospectus Benchmark Index | |
| ICE BofA US 3M Trsy Bill TR USD | 100.0% |
| Broad Asset Class Benchmark Index | |
| ^MSACWINTR | 100.0% |
| Manager Tenure | |
| Clifford Asness | 9.63 yrs |
| John Liew | 9.63 yrs |
| Yao Ooi | 9.63 yrs |
| Ashwin Thapar | 1.16 yrs |
| Erik Stamelos | 1.16 yrs |
| Jordan Brooks | 1.00 yrs |
Fundamentals
| General | |
| Distribution Yield | Upgrade |
| Dividend Yield TTM (3-27-23) | 9.34% |
| 30-Day SEC Yield | -- |
| 7-Day SEC Yield (3-3-23) | Upgrade |
| Number of Holdings | Upgrade |
| Stock | |
| Weighted Average PE Ratio | 13.55 |
| Weighted Average Price to Sales Ratio | Upgrade |
| Weighted Average Price to Book Ratio | Upgrade |
| Weighted Median ROE | Upgrade |
| Weighted Median ROA | Upgrade |
| Forecasted Dividend Yield | Upgrade |
| Forecasted PE Ratio | Upgrade |
| Forecasted Price to Sales Ratio | Upgrade |
| Forecasted Price to Book Ratio | Upgrade |
| Bond | |
| Current Yield | -- |
| Yield to Maturity | -- |
| Effective Duration | -- |
| Average Coupon | -- |
| Average Credit Score | -- |
| Average Price | Upgrade |
As of December 31, 2022
Fund Details
| Key Dates | |
| Inception Date | 7/16/2013 |
| Last Annual Report Date | 12/31/2022 |
| Last Prospectus Date | 8/19/2022 |
| Share Classes | |
| QMHIX | Inst |
| QMHRX | Retirement |
| Attributes | |
| Index Fund | No |
| Inverse Fund | No |
| Leveraged Fund | No |
| Fund of Funds | No |
| Currency Hedged Fund | No |
| Synthetic Replication Fund | No |
| Has Dividend Investment Plan | No |
| Socially Responsible Fund | No |